-30.7%
APLD vs TYL
-8.8%
-21.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.7% |
| 7D | +2.7% | +0.8% | +1.9% | +3.3% |
| 30D | -21.4% | +21.1% | -42.5% | -9.7% |
| 3M | -47.8% | +28.9% | -76.8% | -36.9% |
| 6M | -64.9% | +42.0% | -106.9% | -54.0% |
| YTD | -34.9% | -6.6% | -28.3% | -24.7% |
| 1Y | -30.7% | -9.1% | -21.7% | -22.1% |
| All | -30.7% | -8.8% | -21.9% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling